CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 0.8005 0.8013 0.0008 0.1% 0.8011
High 0.8005 0.8032 0.0027 0.3% 0.8055
Low 0.7923 0.8013 0.0090 1.1% 0.7820
Close 0.7942 0.8020 0.0078 1.0% 0.7869
Range 0.0082 0.0019 -0.0063 -76.8% 0.0235
ATR 0.0072 0.0073 0.0001 1.8% 0.0000
Volume 113 22 -91 -80.5% 267
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8079 0.8068 0.8030
R3 0.8060 0.8049 0.8025
R2 0.8041 0.8041 0.8023
R1 0.8030 0.8030 0.8022 0.8036
PP 0.8022 0.8022 0.8022 0.8024
S1 0.8011 0.8011 0.8018 0.8017
S2 0.8003 0.8003 0.8017
S3 0.7984 0.7992 0.8015
S4 0.7965 0.7973 0.8010
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8620 0.8479 0.7998
R3 0.8385 0.8244 0.7934
R2 0.8150 0.8150 0.7912
R1 0.8009 0.8009 0.7891 0.7962
PP 0.7915 0.7915 0.7915 0.7891
S1 0.7774 0.7774 0.7847 0.7727
S2 0.7680 0.7680 0.7826
S3 0.7445 0.7539 0.7804
S4 0.7210 0.7304 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7820 0.0228 2.8% 0.0079 1.0% 88% False False 140
10 0.8065 0.7820 0.0245 3.1% 0.0070 0.9% 82% False False 90
20 0.8421 0.7820 0.0601 7.5% 0.0064 0.8% 33% False False 67
40 0.8687 0.7820 0.0867 10.8% 0.0046 0.6% 23% False False 56
60 0.8843 0.7820 0.1023 12.8% 0.0032 0.4% 20% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8113
2.618 0.8082
1.618 0.8063
1.000 0.8051
0.618 0.8044
HIGH 0.8032
0.618 0.8025
0.500 0.8023
0.382 0.8020
LOW 0.8013
0.618 0.8001
1.000 0.7994
1.618 0.7982
2.618 0.7963
4.250 0.7932
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 0.8023 0.8009
PP 0.8022 0.7997
S1 0.8021 0.7986

These figures are updated between 7pm and 10pm EST after a trading day.

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